Thought I'd chime in with instructions on how to do it yourself, aka running CLX apps in SBCL on OS X in three easy steps!

(a) Download dlcompat from http://www.opendarwin.org/projects/dlcompat/ and install it with the --enable-fink option. Make sure it's somewhere in your search path (and hopefully ahead of any other versions)
(b) Download the OpenMCL 0.14 binaries dated 06-23-2003 from http://www.clozure.com/testing/ and set them up (using scripts/openmcl somewhere in your path so you can invoke openmcl as openmcl). Don't get anything newer as there was a bug in the compiler not fixed until 07-16-2003 in CVS.
(c) Check SBCL out from CVS. Replace the file src/runtime/Config.ppc-darwin with the one available at http://lamancha.opendarwin.org/~chandler/Config.ppc-darwin and invoke make.sh as: sh make.sh "openmcl -b"

Hopefully now you should have working binaries, including contrib/ as well. The dependency on dlcompat is a litle messy as some versions of dlcompat prepend the underscore to a symbol name and others don't. SBCL expects the former behavior, which is what happens when dlcompat is compiled with --enable-fink; if you have the wrong version of dlcompat you may get a message while compiling sb-bsd-sockets about not being able to look up foreign symbol "_getprotobyname". Check your dlcompat installation (try running otool -L sbcl and seeing what it links against) and move any possibly competing versions out of the way.

Hope this works for you!

One other thing I forgot to mention: quartz-wm (the window manager used in X11.app) disagrees with CLX programs for some reason, so that's why you see icewm in that screenshot. I'd rather be using quartz-wm myself. I'll try to track down the problem at some point but removing the dlcompat dependency is a higher priority at this point.

Oh this is sweet, as we just got an OS X box at our house. sbcl with aqua...methinks I might need to go and change my shorts. :-)